Fact sheet: Robeco QI Emg Mkts Act Eqs

Fund information

Fund name
Robeco QI Emerging Markets Active Equities I EUR
Fund company manager
Robeco Luxembourg S.A.
Fund type
SIB
Fund manager(s)
Wilma de Groot
since 29/01/2008
Tim Dröge
since 29/01/2008
Fund objective
Robeco QI Emerging Markets Active Equities invests in stocks of companies in emerging economies throughout the world, such as Korea, Taiwan, Poland and Brazil. These economies can show rapid growth, so the risks can be greater than those in developed countries. The fund uses a quantitative stock selection model. This model ranks stocks on their expected future relative performance using valuation (including quality) and momentum factors. Highly ranked stocks are overweighted against the benchmark, whereas low-ranked stocks are underweighted. This Sub-fund may invest in China A-shares via the QFII and/or a Stock Connect Programme which may entail additional clearing and settlement, regulatory, operational and counterparty risks.
Benchmark
MSCI Emerging Markets Index
Investment style
Value
Investment method
Shares

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

23.75 %

1 Year rank in sector

187/257

Sector

FO Equity - Emerging Markets

Yield
-
Fund size

£ 567.7 m

FE Risk score

148

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • China
    31.5%
  • Korea
    17.6%
  • Taiwan
    12.2%
  • India
    7.8%
  • Brazil
    6.1%
  • Information Technology
    28.4%
  • Financials
    24.3%
  • Energy
    8.8%
  • Consumer Discretionary
    8.5%
  • Materials
    7.1%
  • International Equities
    99.4%
  • Money Market
    0.6%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund5.44 %11.09 %23.75 %30.59 %38.62 %
Sector6.73 %12.57 %29.72 %25.88 %21.14 %
Rank within sector188 / 276181 / 272187 / 257122 / 20655 / 164
Quartile th3 rd3 rd3 rd3 rd2 nd

Calendar performance

YTD-20182017201620152014
Fund3.61 %23.29 %20.99 %-11.95 %12.51 %
Sector4.19 %28.42 %10.7 %-14.35 %-1.42 %
Rank within sector183 / 276186 / 25747 / 232105 / 20615 / 188
Quartile th3 rd3 rd1 st3 rd1 st

Risk statistics

Alpha2.74
Beta1.02
Sharpe0.39
Volatility15.51
Tracking error7.81
Information ratio0.33
R-Squared0.75

Price movement

52 week high202.35
52 week low162.18
Current bid price0
Current offer price0
Current mid price200.46

Holdings by region

  • 31.5% China
  • 17.6% Korea
  • 12.2% Taiwan
  • 7.8% India
  • 6.1% Brazil
  • 5% South Africa
  • 4.8% Russia
  • 4.2% Others
  • 3.4% Thailand
  • 3% Turkey

Holdings by sector

  • 28.4% Information Technology
  • 24.3% Financials
  • 8.8% Energy
  • 8.5% Consumer Discretionary
  • 7.1% Materials
  • 5.3% Telecommunications Utilities
  • 5.1% Industrials
  • 4.4% Real Estate
  • 4.1% Consumer Staples
  • 3.5% Utilities

Holdings by asset type

  • 99.4% International Equities
  • 0.6% Money Market

Individual holdings

  • 4.78% TENCENT HLDGS LIMITED
  • 4.7% SAMSUNG ELECTRONICS CO
  • 3.16% ALIBABA GROUP HLDG LTD
  • 2.84% TAIWAN SEMICONDUCTOR MANUFACTURING
  • 2.31% NASPERS
  • 1.74% CHINA CONSTRUCTION BANK
  • 1.6% INDUSTRIAL & COM BK CHINA
  • 1.25% SK HYNIX INC
  • 1.23% BANK OF CHINA LTD
  • 1.21% CHINA MOBILE LTD